One is sitting down and will never get up.

The second eats as much as is given to him, yet is always hungry.

The third goes away and never returns.

What are they?

Here's my solution (before looking at the one posted):

We are looking at a wood-burning stove. The one that sits is the stove itself. The one always eating is the fire. The one that goes away to never return is the smoke resulting from the fire.

I need to get to these riddles faster. =/